Modelling Manager

Team Risk and Credit

Location Holborn Office

County Central London

Ref # 16437

Closing Date 02-May-2023

We have been awarded the “Most Loved Workplace”! At Metro Bank, people come first – our culture is all about bringing the best out in our colleagues, and making sure everyone feels valued, respected, seen and included. We strongly believe in a diverse and inclusive workplace and to find the very best person for the job, we always look across a wide range of diverse communities.   

 What you will do:
 

•    Manage the development of business critical statistical risk models - (Basel, IRB, scorecards, capital and impairment models).

•    Support with the development of models, the implementation of model monitoring, calibration and stress testing 

•    Collaborate with various areas of the Bank to develop analytical and statistical solutions

•    Building and developing great relationships with a number of key colleagues across the bank

•    Attending on a variety of technical working groups, project boards and business engagement forums

•    Inspiring the importance of credit risk to the wider Bank

 

 And... we are a bank so risk is a part of everything we do. We love people who take responsibility, do the right thing for customers, colleagues and Metro Bank and have the ability to call out any concerns.

 What you will need: 
 

•    Understand the risks associated with your job and what that means for you, Metro Bank and all our stakeholders

•    You will need existing experience in credit risk modelling under the IFRS9 framework and IRB regulations

•    Professional knowledge of SAS and Microsoft Office 

•    First class stakeholder management/engagement skills

•    We need you to have experience of organisational and behavioural scorecards, impairment models (IFRS9), AIRB models, model monitoring and model documentation. 

 

 Our promise to you…
 

•    We will make sure that you are well-rewarded by providing you with a competitive salary, discretionary annual bonus, and a wide range of benefits, including generous holiday allowance, attractive pension scheme, healthcare, life assurance, and a number of colleague discounts! 

•    We will give you the training to ensure you succeed in your role and plenty of internal opportunities to progress your career (around 40% of our recruitment comes from internal promotions!). 

•    We are also all about balance so most of our jobs offer the opportunity for hybrid working built around your role and home life, wherever possible.

Important Footnote Diverse teams really are the best teams. We know that candidates (especially women, research tells us) may be put off applying for a job unless they can tick every box.  We also know that ‘normal’ office hours aren’t always doable, and while we can’t accommodate every flexible working request we are happy to be asked.  So if you are excited about working with us and think you can do much of what we are looking for but aren’t sure if you are 100% there yet… why not give it a whirl? Please note that sometimes we may close a job earlier for applications if we are inundated with amazing candidates.. Good luck!